A Very Different Book About

Quantitative Models

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Chapters on derivatives valuation and hedging and non-traditional thinking! + Interviews with 16 leading: modelers, quants, quant-traders, gamblers, philosophers from Wall Street and Academia + Packed with entertainment that will teach you about Derivatives and quantitative finance. Wilmott Bookshop Amazon US Amazon UK Barnes and Noble

More information at www.ModelsOnModels.com

Known typos : Click here to download corrections (pdf file)

The Complete Guide to
Option Pricing Formulas 2nd Edtion

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McGraw-Hill, 2007

The 2nd edition is more then twice as long as first edition. More than 60 new option formulas. 530 pages (old version 220). Contains CD with almost any option formula you can think of and more, with 3D graphics (example).

Book review (1st Edition) Wilmott Magazine

Complete with numerical examples and explanations, Haug's "stamp collection" of formulas is an ideal supplement for anyone working with financial options. For more information see the Wilmott Bookshop Amazon US Amazon UK Barnes and Noble

Known typos 2nd Edition : Click here to download corrections (pdf file)
(version 1.52 updated May 25, 2008) Click here for Corrected VBA, saves you time typing.

Ni Hao! One billion more people can now read my book!!!